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Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion

Author

Listed:
  • Adrian Cantemir Calin

    () (Institute for Economic Forecasting, Casa Academiei, Calea 13 Septembrie no.13, 5th district, Bucharest, 050711, Romania)

  • Tiberiu Diaconescu

    () (Institute for Economic Forecasting, Casa Academiei, Calea 13 Septembrie no.13, 5th district, Bucharest, 050711, Romania)

  • Oana – Cristina Popovici

    () (The Bucharest University of Economic Studies, Piața Romana no.6, 1st district, Bucharest, 010374, Romania)

Abstract

This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.

Suggested Citation

  • Adrian Cantemir Calin & Tiberiu Diaconescu & Oana – Cristina Popovici, 2014. "Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 2(1), pages 42-47, June.
  • Handle: RePEc:ntu:ntcmss:vol2-iss1-14-042
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    References listed on IDEAS

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    Cited by:

    1. Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015. "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-165, September.
    2. repec:rjr:romjef:v::y:2017:i:2:p:124-134 is not listed on IDEAS
    3. Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014. "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting 141115, Institute for Economic Forecasting.
    4. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
    5. Adrian Cantemir CALIN, 2015. "The Impact of Trade Announcements on Financial Markets. An Event Study Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 81-91, June.

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